Nonchalant 发表于 2025-3-21 17:20:58

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Amylase 发表于 2025-3-22 00:06:28

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obnoxious 发表于 2025-3-22 00:55:52

https://doi.org/10.1007/978-3-319-57363-2, and that at any rate much of the potential of EVT remains latent. We substantiate this claim by sketching a number of pitfalls associated with use of EVT techniques. More constructively, we show how certain of the pitfalls can be avoided, and we sketch a number of explicit research directions that will help the potential of EVT to be realized

凝结剂 发表于 2025-3-22 08:09:49

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木讷 发表于 2025-3-22 11:00:18

Patrick Oloko,Michaela Ott,Clarissa Vierkest traders, the dynamics looks similar to noisy low-dimensional chaos. By introducing traders memory and/or feedback between global and individual wealth fluctuations, one obtains auto-correlations in the time evolution of the “volatility” as well as market booms and crashes.

Spangle 发表于 2025-3-22 13:40:35

https://doi.org/10.1057/978-1-349-93358-7s empirical illustrations we consider the term structure of interest rates and the relationship between common and preferred stock prices. It turns out that for this applications there is only weak evidence for a nonlinear long run relationship.

Spangle 发表于 2025-3-22 19:40:46

Stability Analysis and Forecasting Implicationse relationship is shown. There are gains in the forecast performance when considering the empirical model for the rolling estimators, jointly with the initial structural model. .: Recursive Estimators, Rolling Estimators, Recursive Sequential Test, Monte Carlo Methods, Campbell-Grossman-Wang model.

咒语 发表于 2025-3-22 22:10:28

Stochastic Lotka-Volterra Systems of Competing Auto-Catalytic Agents Lead Generically to Truncated Pst traders, the dynamics looks similar to noisy low-dimensional chaos. By introducing traders memory and/or feedback between global and individual wealth fluctuations, one obtains auto-correlations in the time evolution of the “volatility” as well as market booms and crashes.

创造性 发表于 2025-3-23 01:54:04

Nonparametric Tests for Nonlinear Cointegrations empirical illustrations we consider the term structure of interest rates and the relationship between common and preferred stock prices. It turns out that for this applications there is only weak evidence for a nonlinear long run relationship.

Injunction 发表于 2025-3-23 08:32:42

Conference proceedings 1998December 15-17 1997. Formerly known as Neural Networks in the Capital Markets (NNCM), this series of meetings has emerged as a truly multi-disciplinary international conference and provided an international focus for innovative research on the application of a multiplicity of advanced decision techn
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查看完整版本: Titlebook: Decision Technologies for Computational Finance; Proceedings of the f Apostolos-Paul N. Refenes,Andrew N. Burgess,John E Conference proceed